IV Skew
-8.9%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 104.5% 0.94 0.0105 -0.04 0.01 11.90/16.00 11.60 34.00 2.20 0.00/4.90 0.03 -0.14 0.0118 -0.16 195.7% — 1 1 — 166.4% 0.85 0.0135 -0.12 0.03 12.10/16.90 2.70 35.00 0.85 0.00/4.90 0.03 -0.14 0.0129 -0.17 184.8% 10 11 — — — — — — — — — 36.00 1.00 0.00/4.90 0.03 -0.13 0.0142 -0.18 174.2% — 6 1 — 101.1% 0.89 0.0173 -0.06 0.02 9.10/13.50 4.10 37.00 — — — — — — — — — — — — — — — — — — 38.00 1.90 0.00/4.90 0.03 -0.13 0.0174 -0.20 153.5% — 1 7 5 85.5% 0.85 0.0263 -0.06 0.03 6.50/10.50 8.25 40.00 2.65 0.00/4.70 0.03 -0.11 0.0218 -0.23 130.4% 1 21 9 — 74.3% 0.80 0.0354 -0.06 0.03 4.80/8.50 3.54 42.00 — — — — — — — — — — — — — — — — — — 44.00 3.60 0.00/4.90 0.04 -0.09 0.0358 -0.31 93.4% — 6 19 3 68.1% 0.68 0.0500 -0.08 0.04 2.30/6.50 5.70 45.00 — — — — — — — — — 1 — 69.9% 0.62 0.0515 -0.08 0.04 1.80/6.00 2.70 46.00 2.05 0.20/4.90 0.04 -0.08 0.0481 -0.38 75.0% 1 2 10 8 62.5% 0.57 0.0596 -0.08 0.04 1.10/5.00 5.10 47.00 3.50 0.00/4.90 0.04 -0.07 0.0602 -0.43 61.8% — 1 2 2 89.5% 0.53 0.0421 -0.11 0.04 2.65/4.90 3.02 48.00 2.47 0.50/4.90 0.04 -0.06 0.0679 -0.50 55.6% 1 1 8 5 79.8% 0.47 0.0472 -0.10 0.04 0.85/5.00 1.74 49.00 2.94 1.00/4.90 0.04 -0.10 0.0410 -0.51 92.1% 1 21 35 4 83.9% 0.44 0.0444 -0.10 0.04 0.65/4.80 1.50 50.00 3.85 1.50/6.00 0.04 -0.05 0.0690 -0.64 51.3% 1 22 6 1 74.2% 0.22 0.0374 -0.06 0.03 0.00/2.00 1.00 55.00 — — — — — — — — — — — — — — — — — — 60.00 12.20 10.00/14.40 0.03 -0.11 0.0237 -0.75 127.2% 13 13
Greeks Profile 2026-09-18 · 18d · σ = 72.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $33 $40 $48 $55 $62 spot $47.57 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).